Strategy Tester Report
Simone
AlpariUK-Micro-2 (Build 226)

SymbolGBPUSD (Great Britain Pound vs US Dollar)
Period15 Minutes (M15) 2010.01.04 00:00 - 2010.05.07 22:45 (2010.01.04 - 2010.05.24)
ModelEvery tick (the most precise method based on all available least timeframes)
Parametersgi="____General inputs----"; Lot=0.02; StopTrading=false; TradeLong=true; TradeShort=true; MagicNumber=7899748; TradeComment="SS"; CriminalIsECN=false; AlertNotTrade=false; MinPipsBetweenTrades=200; SlPipsFromBreech=200; BreechPivotBreaksToTrade=2; fi="----Fib inputs----"; BarsPerFibDisplay=4; mf="Monthly"; DrawMonthly=false; MonthlyFibColour=Blue; wf="Weekly"; DrawWeekly=false; WeekFibColour=GreenYellow; df="Daily"; DrawDaily=false; DailyFibColour=Green; idf="Intraday"; DrawIntraday=true; IntradayFibColour=Turquoise; MinIntradayFibSize=500; brf="50% Breech fib"; MinPivotDifferenceAfterUpdate=200; DrawBreech=true; BreechFibColour=Yellow; tt="----Trading hours----"; Trade_Hours="Set Morning & Evening Hours"; Trade_Hoursi="Use 24 hour, local time clock"; Trade_Hours_M="Morning Hours 0-12"; start_hourm=7; end_hourm=12; Trade_Hours_E="Evening Hours 12-24"; start_houre=12; end_houre=18; hci="----Half-close inputs----"; AllowHalfClose=false; PercentToClose=50; BEP=20; stpp="---Stop trading at x% of balance profit----"; StopTradingOnceTargetReached=false; TargetPercentageOfBalance=50; tf="----Trend filter----"; UseRsiTrendFilter=false; RsiPeriod=21; RsiTimeFrame=1440; RsiMaxContraMoveAllowed=5; mst="----Manual trend setting----"; SetTrendManually=false; TrendIsUp=false; TrendIsDown=false; TrendIsRanging=false; mis="----Bits and bats----"; ShowScreenFeedback=false; DisplayGapSize=250;
Bars in test8708Ticks modelled3857814Modelling quality90.00%
Mismatched charts errors0
Initial deposit1000.00
Total net profit49.40Gross profit357.59Gross loss-308.19
Profit factor1.16Expected payoff0.54
Absolute drawdown32.09Maximal drawdown111.10 (10.11%)Relative drawdown10.11% (111.10)
Total trades92Short positions (won %)92 (52.17%)Long positions (won %)0 (0.00%)
Profit trades (% of total)48 (52.17%)Loss trades (% of total)44 (47.83%)
Largestprofit trade37.16loss trade-12.94
Averageprofit trade7.45loss trade-7.00
Maximumconsecutive wins (profit in money)4 (63.20)consecutive losses (loss in money)5 (-37.82)
Maximalconsecutive profit (count of wins)63.20 (4)consecutive loss (count of losses)-37.82 (5)
Averageconsecutive wins2consecutive losses2
Graph
#TimeTypeOrderSizePriceS / LT / PProfitBalance
12010.01.05 09:15sell10.021.607721.613391.60442
22010.01.05 09:24t/p10.021.604421.613391.604426.601006.60
32010.01.06 11:45sell20.021.598641.602461.59076
42010.01.06 16:00modify20.021.598641.602461.58990
52010.01.06 17:06s/l20.021.602461.602461.58990-7.64998.96
62010.01.12 08:30sell30.021.608841.612421.60485
72010.01.12 09:15modify30.021.608841.612421.60482
82010.01.12 10:42s/l30.021.612421.612421.60482-7.16991.80
92010.01.14 13:30sell40.021.626041.629051.62346
102010.01.14 14:30s/l40.021.629051.629051.62346-6.02985.78
112010.01.15 10:45sell50.021.631191.634281.62655
122010.01.15 11:45sell60.021.627481.631171.62426
132010.01.15 11:45modify50.021.631191.630991.62655
142010.01.15 13:20s/l50.021.630991.630991.626550.40986.18
152010.01.15 13:20s/l60.021.631171.631171.62426-7.38978.80
162010.01.15 16:15sell70.021.627901.631221.62426
172010.01.15 17:00sell80.021.625371.629701.62199
182010.01.15 17:00modify70.021.627901.627701.62426
192010.01.15 17:04s/l70.021.627701.627701.624260.40979.20
202010.01.15 17:50t/p80.021.621991.629701.621996.76985.96
212010.01.20 11:30sell90.021.627341.631401.62171
222010.01.21 01:24s/l90.021.631401.631401.62171-8.23977.73
232010.01.21 08:45sell100.021.625681.628351.62307
242010.01.21 09:00t/p100.021.623071.628351.623075.22982.95
252010.01.21 09:15sell110.021.622711.627211.61891
262010.01.21 09:58t/p110.021.618911.627211.618917.60990.55
272010.01.21 10:00sell120.021.618121.623861.61671
282010.01.21 10:31t/p120.021.616711.623861.616712.82993.37
292010.01.21 11:00sell130.021.614851.619851.60923
302010.01.21 15:19s/l130.021.619851.619851.60923-10.00983.37
312010.01.21 17:30sell140.021.615101.617881.60665
322010.01.21 17:49s/l140.021.617881.617881.60665-5.56977.81
332010.01.22 11:15sell150.021.621661.625411.61322
342010.01.22 11:30s/l150.021.625411.625411.61322-7.50970.31
352010.01.22 12:45sell160.021.619051.624181.61322
362010.01.22 13:15sell170.021.614771.620671.60869
372010.01.22 13:15modify160.021.619051.618851.61322
382010.01.22 13:31t/p160.021.613221.618851.6132211.66981.97
392010.01.22 15:15sell180.021.609971.612721.60301
402010.01.22 15:15modify170.021.614771.614571.60869
412010.01.22 16:10t/p170.021.608691.614571.6086912.16994.13
422010.01.22 16:41s/l180.021.612721.612721.60301-5.50988.63
432010.01.26 10:15sell190.021.622251.625961.61706
442010.01.26 10:30t/p190.021.617061.625961.6170610.38999.01
452010.01.28 16:15sell200.021.617211.626541.60947
462010.01.28 16:30modify200.021.617211.626541.60904
472010.01.28 16:45sell210.021.615021.618561.60904
482010.01.28 16:45modify200.021.617211.617011.60904
492010.01.28 17:00modify200.021.617211.617011.60739
502010.01.28 17:00modify210.021.615021.618561.60739
512010.01.29 08:45sell220.021.611911.614581.60965
522010.01.29 08:45modify210.021.615021.614821.60739
532010.01.29 08:45modify200.021.617211.614821.60739
542010.01.29 09:11s/l220.021.614581.614581.60965-5.34993.67
552010.01.29 09:11s/l200.021.614821.614821.607394.74998.42
562010.01.29 09:11s/l210.021.614821.614821.607390.36998.78
572010.01.29 10:45sell230.021.613741.616701.60903
582010.01.29 13:45modify230.021.613741.616701.60872
592010.01.29 14:30modify230.021.613741.616701.60827
602010.01.29 14:45modify230.021.613741.616701.60555
612010.01.29 15:00sell240.021.605621.613211.60147
622010.01.29 15:00modify230.021.613741.613541.60555
632010.01.29 15:00modify230.021.613741.613541.60147
642010.01.29 15:15modify230.021.613741.613541.59925
652010.01.29 15:15modify240.021.605621.613211.59925
662010.01.29 16:15modify230.021.613741.613541.59757
672010.01.29 16:15modify240.021.605621.613211.59757
682010.01.29 17:00modify230.021.613741.613541.59751
692010.01.29 17:00modify240.021.605621.613211.59751
702010.01.29 17:15modify230.021.613741.613541.59678
712010.01.29 17:15modify240.021.605621.613211.59678
722010.01.29 17:30modify230.021.613741.613541.59611
732010.01.29 17:30modify240.021.605621.613211.59611
742010.01.29 17:45modify230.021.613741.613541.59514
752010.01.29 17:45modify240.021.605621.613211.59514
762010.02.01 00:00t/p230.021.595141.613541.5951437.161035.94
772010.02.01 00:00t/p240.021.595141.613211.5951420.921056.87
782010.02.02 09:30sell250.021.590931.596181.58865
792010.02.02 15:12s/l250.021.596181.596181.58865-10.501046.37
802010.02.04 09:30sell260.021.587341.590581.58526
812010.02.04 10:30t/p260.021.585261.590581.585264.161050.53
822010.02.04 15:15sell270.021.582171.586491.57714
832010.02.04 16:05t/p270.021.577141.586491.5771410.061060.59
842010.02.04 16:30sell280.021.577341.580661.57106
852010.02.05 07:45t/p280.021.571061.580661.5710612.521073.11
862010.02.09 10:00sell290.021.558631.564481.55525
872010.02.09 12:15modify290.021.558631.564481.55434
882010.02.09 15:36s/l290.021.564481.564481.55434-11.701061.41
892010.02.10 09:15sell300.021.565561.569211.56316
902010.02.10 10:02s/l300.021.569211.569211.56316-7.301054.11
912010.02.10 12:00sell310.021.568401.572601.56151
922010.02.10 13:00sell320.021.565541.568341.56151
932010.02.10 13:00modify310.021.568401.568201.56151
942010.02.10 14:47t/p310.021.561511.568201.5615113.781067.89
952010.02.10 14:47t/p320.021.561511.568341.561518.061075.95
962010.02.10 16:30sell330.021.557321.562511.55105
972010.02.10 18:25s/l330.021.562511.562511.55105-10.381065.57
982010.02.11 15:45sell340.021.559071.562701.55305
992010.02.11 17:20s/l340.021.562701.562701.55305-7.261058.31
1002010.02.16 12:15sell350.021.568731.571931.56325
1012010.02.16 15:22t/p350.021.563251.571931.5632510.961069.27
1022010.02.16 15:30sell360.021.564681.567851.55972
1032010.02.16 16:35s/l360.021.567851.567851.55972-6.341062.93
1042010.02.17 12:30sell370.021.575201.577921.57171
1052010.02.17 13:23s/l370.021.577921.577921.57171-5.441057.49
1062010.02.17 15:15sell380.021.575171.579151.57171
1072010.02.17 16:15modify380.021.575171.579151.56911
1082010.02.17 17:00modify380.021.575171.579151.56758
1092010.02.17 17:15modify380.021.575171.579151.56732
1102010.02.17 17:30modify380.021.575171.579151.56545
1112010.02.17 17:45sell390.021.568331.573591.56418
1122010.02.17 17:45modify380.021.575171.574971.56545
1132010.02.17 17:45modify380.021.575171.574971.56418
1142010.02.18 08:18t/p380.021.564181.574971.5641821.871079.36
1152010.02.18 08:18t/p390.021.564181.573591.564188.191087.56
1162010.02.18 08:30sell400.021.563591.567591.56087
1172010.02.18 09:22t/p400.021.560871.567591.560875.441093.00
1182010.02.18 11:15sell410.021.559101.563501.55409
1192010.02.18 15:38s/l410.021.563501.563501.55409-8.801084.20
1202010.02.18 17:45sell420.021.559771.563461.55166
1212010.02.18 20:42s/l420.021.563461.563461.55166-7.381076.82
1222010.02.22 08:00sell430.021.545461.549951.54129
1232010.02.22 09:33s/l430.021.549951.549951.54129-8.981067.84
1242010.02.22 12:00sell440.021.545761.548751.54129
1252010.02.22 12:43s/l440.021.548751.548751.54129-5.981061.86
1262010.02.22 13:30sell450.021.545621.548961.54129
1272010.02.22 14:11s/l450.021.548961.548961.54129-6.681055.18
1282010.02.23 10:45sell460.021.544591.556471.53979
1292010.02.23 11:15modify460.021.544591.556471.53772
1302010.02.23 11:30modify460.021.544591.556471.53510
1312010.02.23 11:45modify460.021.544591.556471.53405
1322010.02.23 13:00modify460.021.544591.556471.53369
1332010.02.24 14:45sell470.021.541461.544521.53907
1342010.02.24 14:45modify460.021.544591.544391.53369
1352010.02.24 15:00modify470.021.541461.544521.53871
1362010.02.24 16:03s/l460.021.544391.544391.533690.361055.54
1372010.02.24 16:03s/l470.021.544521.544521.53871-6.121049.42
1382010.02.24 17:45sell480.021.542621.545711.53871
1392010.02.25 01:59t/p480.021.538711.545711.538717.711057.13
1402010.02.25 10:45sell490.021.528861.531391.52258
1412010.02.25 11:08s/l490.021.531391.531391.52258-5.061052.07
1422010.02.25 17:45sell500.021.520891.524951.51367
1432010.02.25 19:50s/l500.021.524951.524951.51367-8.121043.95
1442010.02.26 11:00sell510.021.525401.528701.52091
1452010.02.26 13:42t/p510.021.520911.528701.520918.981052.93
1462010.02.26 14:15sell520.021.519871.525081.51337
1472010.02.26 15:30sell530.021.516451.520061.51153
1482010.02.26 15:30modify520.021.519871.519671.51337
1492010.02.26 16:29s/l520.021.519671.519671.513370.401053.33
1502010.02.26 16:29s/l530.021.520061.520061.51153-7.221046.11
1512010.03.01 07:45sell540.021.511601.517831.51092
1522010.03.01 07:48t/p540.021.510921.517831.510921.361047.47
1532010.03.01 11:00sell550.021.512971.517421.51092
1542010.03.01 11:09t/p550.021.510921.517421.510924.101051.57
1552010.03.02 16:15sell560.021.491901.498371.48102
1562010.03.02 19:00s/l560.021.498371.498371.48102-12.941038.63
1572010.03.04 16:30sell570.021.506451.512581.49880
1582010.03.05 11:00sell580.021.503451.505951.49894
1592010.03.05 11:00modify570.021.506451.506251.49880
1602010.03.05 16:32s/l580.021.505951.505951.49894-5.001033.63
1612010.03.05 16:32s/l570.021.506251.506251.498800.361034.00
1622010.03.08 07:45sell590.021.514091.518261.51098
1632010.03.08 08:05s/l590.021.518261.518261.51098-8.341025.66
1642010.03.08 11:30sell600.021.513611.519221.51098
1652010.03.08 12:30modify600.021.513611.519221.51039
1662010.03.08 12:45modify600.021.513611.519221.50921
1672010.03.08 16:20t/p600.021.509211.519221.509218.801034.46
1682010.03.09 08:00sell610.021.498581.503451.49566
1692010.03.09 10:34t/p610.021.495661.503451.495665.841040.30
1702010.03.09 11:45sell620.021.495161.497711.49034
1712010.03.09 13:30s/l620.021.497711.497711.49034-5.101035.20
1722010.03.09 17:30sell630.021.496701.501021.49001
1732010.03.09 19:07s/l630.021.501021.501021.49001-8.641026.56
1742010.03.10 08:00sell640.021.494721.498921.49280
1752010.03.10 08:17t/p640.021.492801.498921.492803.841030.40
1762010.03.10 08:45sell650.021.492781.495411.48825
1772010.03.10 10:19s/l650.021.495411.495411.48825-5.261025.14
1782010.03.10 16:15sell660.021.493721.496301.48284
1792010.03.10 16:29s/l660.021.496301.496301.48284-5.161019.98
1802010.03.12 07:00sell670.021.505931.508551.50237
1812010.03.12 09:10s/l670.021.508551.508551.50237-5.241014.74
1822010.03.31 08:45sell680.021.506271.509061.50282
1832010.03.31 09:37s/l680.021.509061.509061.50282-5.581009.16
1842010.04.01 09:15sell690.021.519961.523021.51536
1852010.04.01 09:30s/l690.021.523021.523021.51536-6.121003.04
1862010.04.06 09:45sell700.021.518851.525321.51258
1872010.04.06 11:15sell710.021.514901.520111.50926
1882010.04.06 11:15modify700.021.518851.518651.51258
1892010.04.06 13:03s/l700.021.518651.518651.512580.401003.44
1902010.04.06 16:57s/l710.021.520111.520111.50926-10.42993.02
1912010.04.12 08:30sell720.021.544131.547491.53828
1922010.04.12 14:15sell730.021.538891.543461.53568
1932010.04.12 14:15modify720.021.544131.543931.53828
1942010.04.12 14:18t/p720.021.538281.543931.5382811.701004.72
1952010.04.12 18:17t/p730.021.535681.543461.535686.421011.14
1962010.04.14 09:00sell740.021.539001.543751.53573
1972010.04.14 11:27s/l740.021.543751.543751.53573-9.501001.64
1982010.04.15 09:30sell750.021.547021.553011.54474
1992010.04.15 09:45modify750.021.547021.553011.54458
2002010.04.15 10:15modify750.021.547021.553011.54398
2012010.04.15 10:30modify750.021.547021.553011.54383
2022010.04.15 11:00modify750.021.547021.553011.54376
2032010.04.15 11:14t/p750.021.543761.553011.543766.521008.16
2042010.04.15 11:31sell760.021.543581.548221.54376
2052010.04.15 11:33t/p760.021.543761.548221.54376-0.361007.80
2062010.04.16 08:15sell770.021.540261.545031.53796
2072010.04.16 09:01t/p770.021.537961.545031.537964.601012.40
2082010.04.16 17:15sell780.021.539451.544931.53316
2092010.04.19 00:00t/p780.021.533161.544931.5331612.541024.94
2102010.04.22 10:30sell790.021.542471.546811.53789
2112010.04.22 12:15sell800.021.539961.542461.53647
2122010.04.22 12:15modify790.021.542471.542271.53789
2132010.04.22 14:39t/p790.021.537891.542271.537899.161034.10
2142010.04.22 15:00t/p800.021.536471.542461.536476.981041.08
2152010.04.22 15:15sell810.021.536071.539171.53174
2162010.04.22 17:02s/l810.021.539171.539171.53174-6.201034.88
2172010.04.23 08:00sell820.021.534851.538851.53006
2182010.04.23 09:25s/l820.021.538851.538851.53006-8.001026.88
2192010.04.23 11:00sell830.021.534801.539431.52943
2202010.04.23 15:00modify830.021.534801.539431.52856
2212010.04.23 15:15sell840.021.531151.533861.52744
2222010.04.23 15:15modify830.021.534801.534601.52856
2232010.04.23 15:15modify830.021.534801.534601.52744
2242010.04.23 15:30modify830.021.534801.534601.52668
2252010.04.23 15:30modify840.021.531151.533861.52668
2262010.04.23 16:14s/l840.021.533861.533861.52668-5.421021.46
2272010.04.23 16:38s/l830.021.534601.534601.526680.401021.86
2282010.04.27 08:00sell850.021.544111.547301.54058
2292010.04.27 09:15sell860.021.540611.543571.53840
2302010.04.27 09:15modify850.021.544111.543911.54058
2312010.04.27 09:15t/p850.021.540581.543911.540587.061028.92
2322010.04.27 09:27t/p860.021.538401.543571.538404.421033.34
2332010.04.27 09:32sell870.021.538221.543111.53840
2342010.04.27 09:33t/p870.021.538401.543111.53840-0.361032.98
2352010.04.28 08:00sell880.021.525021.529441.52223
2362010.04.28 08:54t/p880.021.522231.529441.522235.581038.56
2372010.05.03 17:00sell890.021.522681.528021.51800
2382010.05.04 10:26t/p890.021.518001.528021.518009.321047.88
2392010.05.05 10:00sell900.021.513301.516781.50887
2402010.05.05 11:05s/l900.021.516781.516781.50887-6.961040.92
2412010.05.05 13:45sell910.021.512471.517131.50887
2422010.05.05 14:30sell920.021.509511.514331.50887
2432010.05.05 14:30modify910.021.512471.512271.50887
2442010.05.05 14:59t/p910.021.508871.512271.508877.201048.12
2452010.05.05 14:59t/p920.021.508871.514331.508871.281049.40